scientific article
From MaRDI portal
Publication:3706262
zbMath0583.60052MaRDI QIDQ3706262
Hans-Jürgen Engelbert, Wolfgang M. Schmidt
Publication date: 1985
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Local time and additive functionals (60J55)
Related Items (27)
On stochastic differential equations driven by a Cauchy process and other stable Lévy motions ⋮ The Euler scheme with irregular coefficients ⋮ Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero ⋮ Distribution of the time to explosion for one-dimensional diffusions ⋮ Representation of solutions to sticky stochastic differential equations ⋮ Zero noise limit of a stochastic differential equation involving a local time ⋮ Pathwise solvability of stochastic integral equations with generalized drift and non-smooth dispersion functions ⋮ A selective overview of nonparametric methods in financial econometrics ⋮ Approximation of Euler-Maruyama for one-dimensional stochastic differential equations involving the local times of the unknown process ⋮ On solutions of stochastic differential equations with drift ⋮ Robust deep hedging ⋮ On the martingale problem for degenerate-parabolic partial differential operators with unbounded coefficients and a mimicking theorem for Itô processes ⋮ Stability problems for Cantor stochastic differential equations ⋮ On stochastic equations with measurable coefficients driven by symmetric stable processes ⋮ On the pathwise uniqueness for a class of degenerate Itô-stochastic differential equations ⋮ On the Euler–Maruyama Scheme for Degenerate Stochastic Differential Equations with Non-sticky Condition ⋮ Strong rate of convergence for the Euler-Maruyama approximation of one-dimensional stochastic differential equations involving the local time at point zero ⋮ Stochastic differential equations with singular drift ⋮ Two Brownian particles with rank-based characteristics and skew-elastic collisions ⋮ On a class of optimal stopping problems for diffusions with discontinuous coefficients ⋮ On some functional inequalities for skew Brownian motion ⋮ On the uniqueness of classical solutions of Cauchy problems ⋮ The shape of the value function under Poisson optimal stopping ⋮ On one-dimensional stochastic differential equations driven by stable processes ⋮ A note on 𝐿₂-estimates for stable integrals with drift ⋮ Convergence rate of Euler scheme for time-inhomogeneous SDEs involving the local time of the unknown process ⋮ Multidimensional stochastic differential equations with distributional drift
This page was built for publication: